+196.7%
TECH vs BBWI
-41.3%
+238.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +0.2% | -6.2% | +6.4% | +1.1% |
| 30D | +0.5% | +25.5% | -25.0% | -3.2% |
| 3M | +0.9% | +8.0% | -7.1% | -1.0% |
| 6M | +51.0% | +12.7% | +38.4% | +46.6% |
| YTD | +24.4% | +11.6% | +12.7% | +20.0% |
| 1Y | +27.6% | -0.9% | +28.5% | +24.3% |
| 3Y | +29.9% | -22.7% | +52.6% | +29.5% |
| 5Y | -40.6% | -67.2% | +26.5% | -36.1% |
| 10Y | +196.7% | -43.7% | +240.4% | +198.8% |
| All | +196.7% | -41.3% | +238.0% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling